Smoke Generation "Unpaired" from Object / Broken Quick Effect Smoke
You have at least three choices when blender becomes stubborn in cleaning up its cache:

Go to the (Domain) folder with the particle cache and delete all the subfolders to clean up:



Coax a cache clear by changing a Domain parameter (like Resolution Divisions) and then change it back.

Change the simulation cache setting to Type = Modular, then it will be easier to &quot;Bake&quot;, &quot;Free&quot;, &quot;Resume&quot; (from an interrupted simulation if you hit ESCape



And yes, you have my sympathies that many things in blender can be a bit quirky and frustrating at times!